0.03Open0.04Pre Close96 Volume374 Open Interest63.00Strike Price387.00Turnover39.51%IV7.39%PremiumAug 30, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0423Delta0.0382Gamma1467.50Leverage Ratio-0.0240Theta0.0003Rho62.01Eff Leverage0.0054Vega